+1,045.8%
C vs ETR
+4,610.8%
-3,564.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -5.3% | +7.7% | -13.0% | -8.4% |
| 3M | -8.0% | +5.7% | -13.7% | -10.3% |
| 6M | -0.3% | -0.3% | 0.0% | -0.5% |
| YTD | +8.6% | +23.4% | -14.7% | -2.1% |
| 1Y | +25.8% | +18.5% | +7.3% | +15.4% |
| 3Y | +221.2% | +155.6% | +65.6% | +106.0% |
| 5Y | +113.6% | +158.7% | -45.1% | +33.9% |
| 10Y | +218.3% | +377.8% | -159.5% | +51.4% |
| All | +1,045.8% | +4,610.8% | -3,564.9% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling